Anic Equity¶

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Total return since start: 0.709 %¶

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Equity now: -----------------------------> 52213.68 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Anic Portfolio¶

Today¶

Return: -0.116 %¶

This Week¶

Return: -0.211 %¶

Total portfolio value¶

Return including deposits: 70.908 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -1.400000 2332.000000 143.000000 6.530000 2189.000000
Svolder B 35 -2.050000 2259.250000 80.250000 3.680000 2179.000005
BHG Group 49 2.470000 710.500000 71.500000 11.190000 638.999984
Embracer Group B 26 1.180000 725.530000 63.530000 9.600000 661.999988
Profoto Holding 7 7.140000 630.000000 48.000000 8.250000 581.999999
Vitrolife 3 0.000000 724.200000 47.200000 6.970000 677.000001
Xvivo Perfusion 3 0.000000 880.500000 35.500000 4.200000 845.000001
Biotage 4 0.820000 638.000000 35.000000 5.800000 603.000000
SynAct Pharma 9 1.220000 669.600000 24.600000 3.810000 645.000003
Addnode Group B 6 1.100000 775.200000 23.200000 3.090000 751.999998
Humana 40 0.460000 695.200000 21.200000 3.150000 674.000000
Eastnine 6 0.000000 673.200000 16.200000 2.470000 657.000000
Addtech B 3 -0.590000 705.000000 5.000000 0.710000 699.999999
Sdiptech B 3 0.070000 825.600000 3.600000 0.440000 822.000000
Volati 5 -0.700000 568.000000 -6.000000 -1.050000 574.000000
Latour B 2 -0.810000 441.400000 -7.600000 -1.690000 449.000000
Sampo Oyj SDB 1 0.300000 496.000000 -9.000000 -1.780000 505.000000
NCC A 6 0.000000 589.200000 -9.800000 -1.640000 598.999998
NCC B 7 -0.220000 644.000000 -10.000000 -1.530000 653.999997
Fortnox 10 1.420000 658.000000 -10.000000 -1.500000 668.000000
Investor B 3 -0.190000 646.200000 -11.800000 -1.790000 657.999999
Balco Group 39 2.030000 1858.350000 -16.650000 -0.890000 1874.999997
Nolato B 12 0.100000 627.600000 -20.400000 -3.150000 648.000000
BONESUPPORT HOLDING 10 -0.910000 1203.000000 -21.000000 -1.720000 1224.000000
Indutrade 5 -0.230000 1296.000000 -24.000000 -1.820000 1320.000000
SCA A 4 -2.590000 571.200000 -27.800000 -4.640000 599.000000
Gaming Innovation Group 161 0.000000 4153.800000 -34.200000 -0.820000 4187.999942
Lime Technologies 2 -0.360000 556.000000 -37.000000 -6.240000 593.000000
Ambea 68 0.660000 2482.000000 -55.000000 -2.170000 2537.000032
Creades A 7 0.000000 551.250000 -59.750000 -9.780000 610.999998
Lundin Gold 7 -1.280000 866.600000 -107.400000 -11.030000 973.999999
Investor A 16 -0.140000 3436.800000 -108.200000 -3.050000 3545.000000
Sedana Medical 135 -2.140000 4198.500000 -132.500000 -3.060000 4330.999935
New Wave B 40 -0.220000 3736.800000 -179.200000 -4.580000 3916.000000
Bactiguard Holding B 37 1.270000 2664.000000 -303.000000 -10.210000 2966.999993
Wästbygg Gruppen B 80 -0.620000 2568.000000 -303.000000 -10.550000 2871.000000
TOTAL 48056.480000 -875.520000 -1.72203% 48931.999868

Updated:¶

'2023-06-16 10:01:00.293488'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶